I guess my problem has the same reason. I changed to iceweasel 36 (36.0.1-1~bpo70+1). Now, if I want to
save the download window apears, but there is no download progress. In the console I get:

NS_ERROR_XPC_NOT_ENOUGH_ARGS: Not enough arguments [nsIWebBrowserPersist.saveURI]
save_uri()@chrome://conkeror/content/save.js:80
null()@chrome://conkeror/content/commands.js:486
InterpretGeneratorResume()@self-hosted:657
next()@self-hosted:615
_co_impl__send()@chrome://conkeror/content/coroutine.js:415
Handler.prototype.process()@resource://gre/modules/Promise.jsm ->
resource://gre/modules/Promise-backend.js:870
this.PromiseWalker.walkerLoop()@resource://gre/modules/Promise.jsm ->
resource://gre/modules/Promise-backend.js:749
this.PromiseWalker.scheduleWalkerLoop/<()@resource://gre/modules/Promise.jsm ->
resource://gre/modules/Promise-backend.js:691
null()@null:0